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- W2352930402 abstract "For a multi-loss function, at a given confidence level, the concepts of the loss value not exceeding a given minimum value at risk(Va R) and the corresponding cumulative expected loss value(i.e., the CVa R loss value) with the corresponding weight value level are introduced first. Then,a multi-level programming model of the multi-loss CVa R model is obtained. The goal of the model is to get an optimal strategy of the minimum CVa R value each level. This model can be solved more easily through another multi-level programming model to obtain the optimal solution. Finally, a multiproduct pricing and ordering of a three-stage supply chain model(a tri-level linear programming model)is presented." @default.
- W2352930402 created "2016-06-24" @default.
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- W2352930402 date "2015-01-01" @default.
- W2352930402 modified "2023-09-23" @default.
- W2352930402 title "A multi-level programming of multi-loss conditional value-at-risk model" @default.
- W2352930402 hasPublicationYear "2015" @default.
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